periodograma {descomponer}

Periodogram

Description

Calculates and displays the spectrum of the time serie

Usage

periodograma(y)

Arguments

y

a vector of the observed time-serie values

Value

frecuencia

Vector of frequencies at which the spectral density is estimated. The units are the reciprocal of cycles per unit time.

omega

Is calculated by pi*frecuencia/(n/2)

periodos

n/frecuencia

densidad

Vector of estimates of the spectral density at frequencies corresponding to frecuencia.

References

Parra, F. (2014), Amplitude time-frequency regression, (http://econometria.wordpress.com/2013/08/21/estimation-of-time-varying-regression-coefficients/)

See Also

gperiodograma

Examples

n<-100;x<-seq(0,24*pi,length=n);y<-sin(x)+rnorm(n,sd=.3)
periodograma(y)